First things firs.... up until now (before I experimented with some plugins - many) my blog was behaving properly....
1. I write the post
2. Import the media from my computer
3. Insert the media into my post
4. When I click on media link ... it fires up the pdf file (for example)

Now

when I do everything same from 1 to 3 and when I try to open up the pdf file, my blog leads me from post url (/?p=1491 in the url) first to attachemtn URL (/?attachment_id=1927) which is WRONG. On that page there is a link to the pdf file.